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st: RE: matrix commands


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: matrix commands
Date   Mon, 7 Apr 2003 13:33:00 +0100

Jesper Kuhl

> I am trying to use some of STATA's matrix commands, but do 
> not really succeed, and hope some of you can give me a hint.
> 
> For my dataset I need a weighting factor (for every 
> observation) calculated as
> w=xi'(X'X)^-1 *xi, where X is a n*k matrix of all variables 
> and all observations, and xi is a k*1 vector with the 
> variable-values for a single observation. The middle part, 
> (X'X)^-1, I can build using "matrix accum", but I can't get 
> STATA to build a n*1 vector for every observation to pre- 
> and postmultiply it with. Hope some of you might a suggestion.

Sounds like a case for -mkmat-. 

Nick 
n.j.cox@durham.ac.uk 
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